I trained a regression model and then I tested it on a sample data with 800000 points which give me a root mean square error rmse =17.
Instead of predicting the whole dataset (50 million data points) for me it is enough to get some estimated bound around my rmse. Is there a way to create a confidence bound for rmse based on sample size?
I tried to find some useful information on the internet, but I did not get an answer. Any comment will be very helpful